Financial markets - Bank of Canada
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Bank of Canada RSS Feedsen2024-03-28T11:33:04+00:00The Impact of Government Debt Supply on Bond Market Liquidity: An Empirical Analysis of the Canadian Market
https://www.bankofcanada.ca/2018/07/staff-working-paper-2018-35/
This paper finds that Government of Canada benchmark bonds tend to be more illiquid over the subsequent month when there is a large increase in government debt supply. The result is both statistically and economically significant, stronger for the long-term than the short-term sector, and is robust when other macro factors are controlled for.2018-07-24T16:16:15+00:00enThe Impact of Government Debt Supply on Bond Market Liquidity: An Empirical Analysis of the Canadian Market2018-07-24Asset pricingDebt managementFinancial marketsStaff Working Paper 2018-35https://www.bankofcanada.ca/wp-content/uploads/2018/07/swp2018-35.pdfThe Impact of Government Debt Supply on Bond Market Liquidity: An Empirical Analysis of the Canadian MarketJeffrey GaoJianjian JinJacob ThompsonJuly 2018DD5D53GG1G12G18G2G3G32Assessing the Impact of Demand Shocks on the US Term Premium
https://www.bankofcanada.ca/2018/07/staff-discussion-paper-2018-7/
During and after the Great Recession of 2008–09, conventional monetary policy in the United States and many other advanced economies was constrained by the effective lower bound (ELB) on nominal interest rates. Several central banks implemented large-scale asset purchase (LSAP) programs, more commonly known as quantitative easing or QE, to provide additional monetary stimulus.2018-07-17T10:09:06+00:00enAssessing the Impact of Demand Shocks on the US Term Premium2018-07-17Financial marketsInterest ratesMonetary policy frameworkMonetary policy implementationMonetary policy transmissionStaff Discussion Paper 2018-7https://www.bankofcanada.ca/wp-content/uploads/2018/07/sdp2018-7.pdfAssessing the Impact of Demand Shocks on the US Term PremiumRussell BarnettKonrad ZmitrowiczJuly 2018EE4E43E5E52E58E6E61E65GG1G12Redemption Runs in Canadian Corporate Bond Funds?
https://www.bankofcanada.ca/2018/07/staff-analytical-note-2018-21/
Mutual funds employ a host of tools to manage redemption run risk. However, our results suggest that Canadian corporate bond funds may be vulnerable to redemption runs, especially when they are less liquid and when market volatility is high.2018-07-03T09:33:18+00:00enRedemption Runs in Canadian Corporate Bond Funds?2018-07-03